+254.5%
RCL vs ESTC
+13.7%
+240.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +0.6% | -2.6% | +3.3% | +1.1% |
| 30D | +19.4% | -8.6% | +28.0% | +21.1% |
| 3M | +9.8% | +14.4% | -4.6% | +5.3% |
| 6M | +28.6% | +73.3% | -44.7% | +11.8% |
| YTD | +22.2% | +15.7% | +6.4% | +15.1% |
| 1Y | +29.7% | -7.6% | +37.3% | +28.8% |
| All | +254.5% | +13.7% | +240.8% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling